Design of stock trading system for historical market data using multiobjective particle swarm optimization of technical indicators.
Antonio C. BrizaProspero C. Naval Jr.Published in: GECCO (Companion) (2008)
Keyphrases
- trading systems
- technical indicators
- market data
- multi objective
- particle swarm optimization
- stock price
- trading rules
- financial markets
- stock market
- evolutionary algorithm
- differential evolution
- financial time series
- risk management
- pareto optimal
- non stationary
- foreign exchange
- case based reasoning
- dynamic programming
- case study